The object of this paper is a theoretical study of the convergence of approximation methods (Galerkin and finite difference methods) to compute eigenelements of a closed linear operator T in a Banach ...

Dynamical low-rank approximation (DLRA) methods have emerged as a powerful numerical framework for addressing the challenges posed by high-dimensional problems. By restricting the evolution of a ...

This course teaches commonly used approximation methods in quantum mechanics. They include time-independent perturbation theory, time-dependent perturbation theory, tight binding method, variational ...

This is a preview. Log in through your library . Abstract We present some two-level nonoverlapping and overlapping additive Schwarz methods for a discontinuous Galerkin method for solving second order ...

In their 2001 paper, Longstaff and Schwartz suggested a method for American option pricing using simulation and regression, and since then this method has rapidly gained importance. However, the idea ...

General aspects of polynomial interpolation theory. Formulations in different basis, e.g. Lagrange, Newton etc. and their approximation and computational properties ...